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2. The term structure of yield curve and connectedness among ESG investments. (2024). Umar, Zaghum ; Jiang, Shaohua ; Iqbal, Najaf ; Ruman, Asif M.
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3. Dynamic impact of the US yield curve on green bonds: Navigating through recent crises. (2024). Umar, Zaghum ; Teplova, Tamara ; Iqbal, Najaf ; Tan, Duojiao.
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4. Return and volatility spillovers among global assets: Comparing health crisis with geopolitical crisis. (2023). Karim, Sitara ; Vigne, Samuel A ; Naeem, Muhammad Abubakr ; Hamouda, Foued.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:87:y:2023:i:c:p:557-575.

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5. Tail risk transmission in technology-driven markets. (2023). Karim, Sitara ; Assaf, Rima ; Naeem, Muhammad Abubakr ; Shahzad, Mohammad Rahim.
   In: Global Finance Journal.
   RePEc:eee:glofin:v:57:y:2023:i:c:s1044028323000509.

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6. Non-linear relationship between oil and cryptocurrencies: Evidence from returns and shocks. (2023). Yarovaya, Larisa ; Karim, Sitara ; Naeem, Muhammad Abubakr ; Abrar, Afsheen ; Shah, Adil Ahmad.
   In: International Review of Financial Analysis.
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7. Do green energy markets catch cold when conventional energy markets sneeze?. (2023). lucey, brian ; Kumar, Satish ; Lim, Weng Marc ; Rao, Amar.
   In: Energy Economics.
   RePEc:eee:eneeco:v:127:y:2023:i:pa:s0140988323005339.

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8. Financial markets, energy shocks, and extreme volatility spillovers. (2023). Boubaker, Sabri ; Karim, Sitara ; Naeem, Muhammad Abubakr ; Sharma, Gagan Deep.
   In: Energy Economics.
   RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323005297.

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9. Exploring the time-varying asymmetric effects of environmental regulation policies and human capital on sustainable development efficiency: A province level evidence from China. (2023). Chishti, Muhammad Zubair ; Arfaoui, Nadia.
   In: Energy Economics.
   RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323004206.

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10. Sailing across climate-friendly bonds and clean energy stocks: An asymmetric analysis with the Gulf Cooperation Council Stock markets. (2023). Karim, Sitara ; Sadorsky, Perry ; Naeem, Muhammad Abubakr.
    In: Energy Economics.
    RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323004097.

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1. Partisan Conflict, National Security Policy Uncertainty and Tourism. (2022). Luo, Xue ; Gao, Wang ; Yang, Shixiong ; Zhang, Rufei ; Fan, Qingzhu.
   In: Sustainability.
   RePEc:gam:jsusta:v:14:y:2022:i:17:p:10858-:d:903117.

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2. The spillover effects of economic policy uncertainty on the oil, gold, and stock markets: Evidence from China. (2021). Zhao, Yancai ; Gao, Ruzhao ; Zhang, Bing.
   In: International Journal of Finance & Economics.
   RePEc:wly:ijfiec:v:26:y:2021:i:2:p:2134-2141.

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3. Uncertainty and Forecastability of Regional Output Growth in the United Kingdom: Evidence from Machine Learning. (2021). Pierdzioch, Christian ; GUPTA, RANGAN ; Gabauer, David ; Balcilar, Mehmet.
   In: Working Papers.
   RePEc:pre:wpaper:202111.

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4. Economic policy uncertainty in G7 countries: evidence of long-range dependence and cointegration. (2021). YAYA, OLAOLUWA ; abu, nurudeen ; Ogundunmade, Tayo P.
   In: Economic Change and Restructuring.
   RePEc:kap:ecopln:v:54:y:2021:i:2:d:10.1007_s10644-020-09288-3.

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5. The realized volatility of commodity futures: Interconnectedness and determinants#. (2021). Vo, Xuan Vinh ; lucey, brian ; Bouri, Elie ; Saeed, Tareq.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:73:y:2021:i:c:p:139-151.

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6. Pandemic-related financial market volatility spillovers: Evidence from the Chinese COVID-19 epicentre. (2021). Oxley, Les ; HU, YANG ; Corbet, Shaen ; Hou, Yang ; Xu, Danyang.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:71:y:2021:i:c:p:55-81.

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7. The persistence of economic policy uncertainty: Evidence of long range dependence. (2021). solarin, sakiru ; Gil-Alana, Luis.
   In: Physica A: Statistical Mechanics and its Applications.
   RePEc:eee:phsmap:v:568:y:2021:i:c:s0378437120309961.

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8. How COVID-19 drives connectedness among commodity and financial markets: Evidence from TVP-VAR and causality-in-quantiles techniques. (2021). Oliyide, Johnson ; Adekoya, Oluwasegun.
   In: Resources Policy.
   RePEc:eee:jrpoli:v:70:y:2021:i:c:s0301420720309296.

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9. Return connectedness across asset classes around the COVID-19 outbreak. (2021). GUPTA, RANGAN ; Gabauer, David ; Cepni, Oguzhan ; Bouri, Elie.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:73:y:2021:i:c:s1057521920302878.

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10. The joint spillover index. (2021). Wiesen, Thomas ; Lastrapes, William.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:94:y:2021:i:c:p:681-691.

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11. Dynamic connectedness among monetary policy cycle, financial cycle and business cycle in China. (2021). Wei, Xiaohui ; Li, Xiao-Lin ; Yan, Jing.
    In: Economic Analysis and Policy.
    RePEc:eee:ecanpo:v:69:y:2021:i:c:p:640-652.

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12. Network Analysis of Economic and Financial Uncertainties in Advanced Economies: Evidence from Graph-Theory. (2021). Boachie, Micheal Kofi.
    In: International Association of Decision Sciences.
    RePEc:ahq:wpaper:v:25:y:2021:i:1:p:188-215.

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13. Network Analysis of Economic and Financial Uncertainties in Advanced Economies: Evidence from Graph-Theory. (2021). Tiwari, Aviral ; GUPTA, RANGAN ; Boachie, Micheal Kofi.
    In: Advances in Decision Sciences.
    RePEc:aag:wpaper:v:25:y:2021:i:1:p:188-215.

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14. Volatility impulse response analysis for DCC‐GARCH models: The role of volatility transmission mechanisms. (2020). Gabauer, David.
    In: Journal of Forecasting.
    RePEc:wly:jforec:v:39:y:2020:i:5:p:788-796.

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15. Time-Varying Spillovers between Housing Sentiment and Housing Market in the United States. (2020). GUPTA, RANGAN ; Gabauer, David ; André, Christophe ; Andre, Christophe.
    In: Working Papers.
    RePEc:pre:wpaper:202091.

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16. Return Connectedness across Asset Classes around the COVID-19 Outbreak. (2020). GUPTA, RANGAN ; Gabauer, David ; Cepni, Oguzhan ; Bouri, Elie.
    In: Working Papers.
    RePEc:pre:wpaper:202047.

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17. Sentiment and Financial Market Connectedness: The Role of Investor Happiness. (2020). GUPTA, RANGAN ; Gabauer, David ; Demirer, Riza ; Bouri, Elie.
    In: Working Papers.
    RePEc:pre:wpaper:202022.

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18. Analysing the Impact of Brexit on Global Uncertainty Using Functional Linear Regression with Point of Impact: The Role of Currency and Equity Markets. (2020). GUPTA, RANGAN ; DAS, SONALI ; Mangisa, Siphumlile.
    In: Working Papers.
    RePEc:pre:wpaper:202012.

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19. Dynamic Connectedness And Spillovers Across Sectors: Evidence From The Indian Stock Market. (2020). Marfatia, Hardik ; Gabauer, David ; Chatziantoniou, Ioannis.
    In: Working Papers in Economics & Finance.
    RePEc:pbs:ecofin:2020-04.

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20. Research on the Time-Varying Impact of Economic Policy Uncertainty on Crude Oil Price Fluctuation. (2020). Feng, Yanhong ; Li, Tinghui ; Failler, Pierre ; Xu, Dilong.
    In: Sustainability.
    RePEc:gam:jsusta:v:12:y:2020:i:16:p:6523-:d:398132.

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21. Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions. (2020). Gabauer, David ; Chatziantoniou, Ioannis ; Antonakakis, Nikolaos.
    In: JRFM.
    RePEc:gam:jjrfmx:v:13:y:2020:i:4:p:84-:d:349823.

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22. Spillovers across macroeconomic, financial and real estate uncertainties: A time-varying approach. (2020). GUPTA, RANGAN ; Gabauer, David.
    In: Structural Change and Economic Dynamics.
    RePEc:eee:streco:v:52:y:2020:i:c:p:167-173.

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23. Uncovering the global network of economic policy uncertainty. (2020). Ji, Qiang ; Zhao, Wan-Li ; Marfatia, Hardik.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:53:y:2020:i:c:s0275531919311845.

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24. Spillover of sentiment in the European Union: Evidence from time- and frequency-domains. (2020). Tiwari, Aviral ; Plakandaras, Vasilios ; Ji, Qiang ; GUPTA, RANGAN.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:68:y:2020:i:c:p:105-130.

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25. Graph theory-based network analysis of regional uncertainties of the US Economy. (2020). Lau, Chi Keung ; GUPTA, RANGAN ; Sheng, Xin.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:540:y:2020:i:c:s0378437119317315.

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26. Dynamic connectedness and portfolio strategies: Energy and metal markets. (2020). Cagli, Efe ; Mandaci, Pinar Evrim ; Takin, Dilvin.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:68:y:2020:i:c:s0301420720301008.

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27. From CIP-deviations to a market for risk premia: A dynamic investigation of cross-currency basis swaps. (2020). Stenfors, Alexis ; Gabauer, David ; Chatziantoniou, Ioannis.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:69:y:2020:i:c:s1042443120301293.

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28. Distant or close cousins: Connectedness between cryptocurrencies and traditional currencies volatilities. (2020). Sosvilla-Rivero, Simon ; Andrada-Felix, Julian ; Fernandez-Perez, Adrian.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:67:y:2020:i:c:s1042443120301037.

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29. Frequency volatility connectedness across different industries in China. (2020). Tiwari, Aviral ; Piljak, Vanja ; Jiang, Junhua ; Aijo, Janne.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:37:y:2020:i:c:s1544612319302910.

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30. Spillover among financial, industrial and consumer uncertainties. The case of EU member states. (2020). Shahzad, Syed Jawad Hussain ; Papież, Monika ; Śmiech, Sławomir ; Hussain, Syed Jawad.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:70:y:2020:i:c:s1057521920301411.

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31. Forecasting economic policy uncertainty of BRIC countries using Bayesian VARs. (2020). Sun, Xiaojin ; GUPTA, RANGAN.
    In: Economics Letters.
    RePEc:eee:ecolet:v:186:y:2020:i:c:s0165176519303386.

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32. Are Uncertainties across the World Convergent?. (2020). Lau, Chi Keung ; GUPTA, RANGAN ; Gözgör, Giray ; Christou, Christina ; Marco, Chi Keung.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-19-00608.

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33. Connectedness Among Economic Policy Uncertainties: Evidence from the Time and Frequency Domain Perspectives. (2020). Huiwen, Zou ; Jinxin, Cui.
    In: Journal of Systems Science and Information.
    RePEc:bpj:jossai:v:8:y:2020:i:5:p:401-433:n:2.

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34. Network Analysis of Economic and Financial Uncertainties in Advanced Economies: Evidence from Graph-Theory. (2019). Tiwari, Aviral ; GUPTA, RANGAN ; Boachie, Micheal Kofi.
    In: Working Papers.
    RePEc:pre:wpaper:201982.

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35. Spillovers across Macroeconomic, Financial and Real Estate Uncertainties: A Time-Varying Approach. (2019). GUPTA, RANGAN ; Gabauer, David.
    In: Working Papers.
    RePEc:pre:wpaper:201944.

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36. Macroeconomic Uncertainty Connections across the US States: Evidence from a Bayesian Graphical Structural VAR (BGSVAR) Model. (2019). Lau, Chi Keung ; GUPTA, RANGAN ; Sheng, Xin.
    In: Working Papers.
    RePEc:pre:wpaper:201910.

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37. Spillover of Sentiment in the European Union: Evidence from Time- and Frequency-Domains. (2019). Tiwari, Aviral ; Plakandaras, Vasilios ; Ji, Qiang ; GUPTA, RANGAN.
    In: Working Papers.
    RePEc:pre:wpaper:201909.

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38. Are Uncertainties across the World Convergent?. (2019). Lau, Chi Keung ; GUPTA, RANGAN ; Gözgör, Giray ; Gozgor, Giray ; Christou, Christina.
    In: Working Papers.
    RePEc:pre:wpaper:201907.

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39. From CIP-Deviations to a Market for Risk Premia: A Dynamic Investigation of Cross-Currency Basis Swaps. (2019). Stenfors, Alexis ; Gabauer, David ; Chatziantoniou, Ioannis.
    In: Working Papers in Economics & Finance.
    RePEc:pbs:ecofin:2019-05.

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40. “Distant or close cousins: Connectedness between cryptocurrencies and traditional currencies volatilities”. (2019). Sosvilla-Rivero, Simon ; Andrada-Felix, Julian ; Fernandez-Perez, Adrian.
    In: IREA Working Papers.
    RePEc:ira:wpaper:201912.

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41. Greek economic policy uncertainty: Does it matter for Europe? Evidence from a dynamic connectedness decomposition approach. (2019). GUPTA, RANGAN ; Gabauer, David ; Antonakakis, Nikolaos.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:535:y:2019:i:c:s0378437119313202.

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42. Determinants of within and cross-country economic policy uncertainty spillovers: Evidence from US and China. (2019). Zhu, Zixuan ; Jiang, Yonghong ; Nie, HE ; Tian, Gengyu.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:31:y:2019:i:c:s1544612319304489.

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43. International monetary policy spillovers: Evidence from a time-varying parameter vector autoregression. (2019). GUPTA, RANGAN ; Gabauer, David ; Antonakakis, Nikolaos.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:65:y:2019:i:c:s105752191930050x.

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44. Greek Economic Policy Uncertainty: Does it Matter for the European Union?. (2018). GUPTA, RANGAN ; Gabauer, David ; Antonakakis, Nikolaos.
    In: Working Papers.
    RePEc:pre:wpaper:201840.

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45. Frequency-Dependent Real-Time Effects of Uncertainty in the United States: Evidence from Daily Data. (2018). Plakandaras, Vasilios ; GUPTA, RANGAN ; Nyamela, Yanele.
    In: Working Papers.
    RePEc:pre:wpaper:201833.

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46. On the Transmission Mechanism of Country-Specific and International Economic Uncertainty Spillovers: Evidence from a TVP-VAR Connectedness Decomposition Approach. (2018). GUPTA, RANGAN ; Gabauer, David.
    In: Working Papers.
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47. Volatility spillovers among uncertainty measures. The case of EU member states. (2018). Papież, Monika ; Śmiech, Sławomir.
    In: MPRA Paper.
    RePEc:pra:mprapa:90319.

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48. Are generalized spillover indices overstating connectedness?. (2018). Wiesen, Thomas ; Norrbin, Stefan ; Beaumont, Paul ; Srivastava, Anuj.
    In: Economics Letters.
    RePEc:eee:ecolet:v:173:y:2018:i:c:p:131-134.

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49. On the transmission mechanism of country-specific and international economic uncertainty spillovers: Evidence from a TVP-VAR connectedness decomposition approach. (2018). GUPTA, RANGAN ; Gabauer, David.
    In: Economics Letters.
    RePEc:eee:ecolet:v:171:y:2018:i:c:p:63-71.

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50. The spillover of macroeconomic uncertainty between the U.S. and China. (2018). QIU, HAN ; Huang, Zhuo ; Shen, Yan ; Tong, Chen.
    In: Economics Letters.
    RePEc:eee:ecolet:v:171:y:2018:i:c:p:123-127.

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